Stochastic Analysis and Mathematical Physics, Softcover reprint of the original 1st ed. 2001
Progress in Probability Series, Vol. 50

This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.

Functorial Analysis in Geometric Probability Theory.- Stochastic Volterra Equations with Singular Kernels.- Stochastic Diffeology and Homotopy.- Some Results on Entropic Projections.- Mehler-Type Semigroups on Hilbert Spaces and Their Generators.- Singular Limiting Behavior in Nonlinear Stochastic Wave Equations.- Complete Positivity and Open Quantum Systems.- Properties of Measure-preserving Shifts on the Wiener Space.- Martingale and Markov Uniqueness of Infinite Dimensional Nelson Diffusions.